BVT Call 130 NVO 20.12.2024
/ DE000VM51T14
BVT Call 130 NVO 20.12.2024/ DE000VM51T14 /
| 8/9/2024 7:41:10 PM |
Chg.+0.200 |
Bid9:56:41 PM |
Ask9:56:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+31.75% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
130.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VM51T1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/28/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
14.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.27 |
| Parity: |
0.32 |
| Time value: |
0.53 |
| Break-even: |
127.59 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.19% |
| Delta: |
0.65 |
| Theta: |
-0.03 |
| Omega: |
9.34 |
| Rho: |
0.26 |
Quote data
| Open: |
0.750 |
| High: |
0.850 |
| Low: |
0.740 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.88% |
| 1 Month |
|
|
-14.43% |
| 3 Months |
|
|
+10.67% |
| YTD |
|
|
+144.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.480 |
| 1M High / 1M Low: |
1.050 |
0.480 |
| 6M High / 6M Low: |
1.160 |
0.480 |
| High (YTD): |
6/25/2024 |
1.160 |
| Low (YTD): |
1/25/2024 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.776 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.823 |
| Avg. volume 6M: |
|
830.709 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.35% |
| Volatility 6M: |
|
134.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
